-40.9%
TETH vs SPY
+21.3%
-62.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.3% | +2.7% |
| 7D | +0.7% | +0.3% | +0.5% | +0.1% |
| 30D | +34.4% | +0.2% | +34.2% | +33.4% |
| 3M | +39.9% | +2.8% | +37.1% | +30.8% |
| 6M | +27.5% | +14.3% | +13.3% | -10.6% |
| YTD | -15.0% | +14.0% | -29.0% | -39.3% |
| All | -40.9% | +21.3% | -62.2% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling